Article ID: | iaor20117901 |
Volume: | 188 |
Issue: | 1 |
Start Page Number: | 285 |
End Page Number: | 305 |
Publication Date: | Aug 2011 |
Journal: | Annals of Operations Research |
Authors: | Margot Franois, Lejeune A |
Keywords: | optimization |
The goal of this paper is to address the problem of evaluating the performance of a system running under unknown values for its stochastic parameters. A new approach called